+220.6%
APLD vs IYR
+5.5%
+215.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.6% | +10.3% | +10.6% |
| 7D | -12.7% | +2.0% | -14.7% | -15.3% |
| 30D | -34.7% | +8.2% | -42.9% | -42.3% |
| 3M | -46.1% | -1.7% | -44.4% | -45.3% |
| 6M | -64.9% | -0.4% | -64.5% | -65.9% |
| YTD | -36.6% | +9.9% | -46.5% | -46.4% |
| 1Y | -50.0% | +10.4% | -60.4% | -58.2% |
| 3Y | +190.1% | +38.4% | +151.7% | +65.7% |
| All | +220.6% | +5.5% | +215.1% | +231.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IYR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling